Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49721.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43672.06 Kr¶

PnL: ---------------------------------------> -1203.52 Kr¶

DD now: ---------------------------------> -6.398 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:26:02.598169'

Anic Portfolio¶

Today¶

Return: 0.292 %¶

This Week¶

Return: -2.029 %¶

Total portfolio value¶

Return including deposits: 62.776 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.180000 1517.280000 94.280000 6.630000 1423.000014
Hennes & Mauritz B 6 -0.670000 918.840000 6.840000 0.750000 912.000000
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.080000 988.000000 -5.000000 -0.500000 993.000000
OX2 12 -0.460000 902.400000 -6.600000 -0.730000 909.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Biotage 1 -3.660000 136.800000 -12.200000 -8.190000 149.000000
Atrium Ljungberg B 5 -0.450000 890.000000 -14.000000 -1.550000 904.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
Vitrolife 3 0.460000 660.000000 -17.000000 -2.510000 677.000001
AcadeMedia 20 -0.990000 960.400000 -17.600000 -1.800000 978.000000
Bufab 3 -0.170000 1057.800000 -18.200000 -1.690000 1076.000001
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Latour B 4 -1.370000 836.400000 -19.600000 -2.290000 856.000000
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
SKF B 5 1.080000 958.750000 -21.250000 -2.170000 980.000000
Investor B 3 -0.190000 636.450000 -21.550000 -3.280000 657.999999
Sandvik 4 0.680000 824.000000 -24.000000 -2.830000 848.000000
Byggmax Group 33 -0.070000 935.220000 -31.780000 -3.290000 966.999990
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Sagax B 4 -2.400000 847.200000 -37.800000 -4.270000 885.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Hexatronic Group 15 -1.350000 1030.500000 -40.500000 -3.780000 1071.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
Orrön Energy 170 -2.770000 1997.500000 -48.500000 -2.370000 2045.999980
HEXPOL B 8 -3.570000 908.000000 -49.000000 -5.120000 957.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -1.320000 746.400000 -59.600000 -7.390000 806.000000
Hexagon B 26 -0.880000 3354.000000 -66.000000 -1.930000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 1.890000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 43657.810000 -1217.770000 -6.42535% 44875.578016

Updated:¶

'2023-06-21 10:24:43.558775'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶